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Search: isPartOf:"Journal of Time Series Analysis"
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Autocovariance
2
characteristic function
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functional time series
2
long‐range dependence
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vector autoregression
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1
Adaptive group lasso
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Taylor, A. M. Robert
10
Politis, Dimitris N.
9
Davis, Richard A.
8
Taylor, Robert
8
Dette, Holger
7
Fokianos, Konstantinos
7
Paparoditis, Efstathios
7
Rao, T. Subba
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Taqqu, Murad S.
7
Beran, Jan
6
Boshnakov, Georgi N.
6
Francq, Christian
6
Harvey, David I.
6
Horváth, Lajos
6
Kapetanios, George
6
Kokoszka, Piotr
6
Kurozumi, Eiji
6
Leybourne, Stephen J.
6
Li, Dong
6
Ling, Shiqing
6
Nielsen, Morten Ørregaard
6
Phillips, Peter C. B.
6
Taniguchi, Masanobu
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Westerlund, Joakim
6
Zhu, Fukang
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Aue, Alexander
5
Brockwell, Peter J.
5
Chambers, Marcus J.
5
Chan, Ngai Hang
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Hassler, Uwe
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Kim, Tae-Hwan
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Klüppelberg, Claudia
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Ombao, Hernando
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Peng, Liang
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Perron, Pierre
5
Psaradakis, Zacharias
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Velasco, Carlos
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Aknouche, Abdelhakim
4
Anderson, Paul L.
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Journal of Time Series Analysis
828
Journal of time series analysis
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EconStor
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391
A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors
Lee, Jaechoul
;
Lund, Robert
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 312-324
Persistent link: https://www.econbiz.de/10010543915
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392
The averaged periodogram estimator for a power law in coherency
Sela, Rebecca J.
;
Hurvich, Clifford M.
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 340-363
Persistent link: https://www.econbiz.de/10010543916
Saved in:
393
Testing for parameter stability in nonlinear autoregressive models
Kirch, Claudia
;
Kamgaing, Joseph Tadjuidje
- In:
Journal of Time Series Analysis
33
(
2012
)
3
,
pp. 365-385
Persistent link: https://www.econbiz.de/10010543917
Saved in:
394
The autodependogram: a graphical device to investigate serial dependences
Bagnato, Luca
;
Punzo, Antonio
;
Nicolis, Orietta
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 233-254
Persistent link: https://www.econbiz.de/10010543918
Saved in:
395
The Oxford Handbook of Economic Forecasts
Hall, Alastair R.
- In:
Journal of Time Series Analysis
33
(
2012
)
3
,
pp. 530-531
Persistent link: https://www.econbiz.de/10010543919
Saved in:
396
Weak convergence to a modified fractional Brownian motion
Hualde, Javier
- In:
Journal of Time Series Analysis
33
(
2012
)
3
,
pp. 519-529
Persistent link: https://www.econbiz.de/10010543920
Saved in:
397
Frequency and phase estimation in time series with quasi periodic components
Paraschakis, Konstantinos
;
Dahlhaus, Rainer
- In:
Journal of Time Series Analysis
33
(
2012
)
1
,
pp. 13-31
Persistent link: https://www.econbiz.de/10010543921
Saved in:
398
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
Jentsch, Carsten
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10010543922
Saved in:
399
Conditional variance estimation in regression models with long memory
Kulik, Rafal
;
Wichelhaus, Cornelia
- In:
Journal of Time Series Analysis
33
(
2012
)
3
,
pp. 468-483
Persistent link: https://www.econbiz.de/10010543923
Saved in:
400
Improved multivariate portmanteau test
Mahdi, Esam
;
McLeod, A. Ian
- In:
Journal of Time Series Analysis
33
(
2012
)
2
,
pp. 211-222
Persistent link: https://www.econbiz.de/10010543924
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